| Kaiserex | S&P 500 | Bitcoin | Crypto Market | |
|---|---|---|---|---|
| Growth since the 1st of May | -24.68% | 5.10% | -27.63% | -36.94% |
| Growth in June | -22.35% | 0.13% | -15.64% | -22.73% |
| Largest daily decline | -15.31% | -1.71% | -10.41% | -10.34% |
| Largest daily increase | 14.68% | 2.16% | 7.32% | 10.91% |
| Largest peak-to-trough | -19.32% | -2.91% | -11.89% | -22.77% |
| Volatility | 5.45% | 0.67% | 3.76% | 4.71% |
Source: investing.com, coinmarketcap. All the data used was calculated in EUR and included weekend data.
Volatility of the whole portfolio was 5.45%, volatility of each asset was in a range 3.76-7.5%. Minimum value of the portfolio was 7035.23 EUR and the maximum value was 10639.37 EUR.
Sharpe Ratio was -0.16 (using 3-month US Treasury Bill Rate for calculation which on 2018-05-31 was 1.91% according to www.marketwatch.com) due to the negative excess return.